Nonparametric identification of dynamic models with unobserved state variables

DOI10.1016/j.jeconom.2012.05.023zbMath1443.62469OpenAlexW2164524216MaRDI QIDQ528071

Matthew Shum, Yingyao Hu

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/49893

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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